Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 1917 | Ticks modelled | 35798115 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 708.13 | Gross profit | 790.64 | Gross loss | -82.51 |
Profit factor | 9.58 | Expected payoff | 26.23 | ||
Absolute drawdown | 16.03 | Maximal drawdown | 134.97 (1.25%) | Relative drawdown | 1.25% (134.97) |
Total trades | 27 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 16 (75.00%) |
Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
Largest | profit trade | 90.18 | loss trade | -18.04 | |
Average | profit trade | 41.61 | loss trade | -10.31 | |
Maximum | consecutive wins (profit in money) | 10 (447.51) | consecutive losses (loss in money) | 2 (-27.54) | |
Maximal | consecutive profit (count of wins) | 447.51 (10) | consecutive loss (count of losses) | -27.54 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.10 04:00 | sell | 1 | 0.10 | 1.58660 | 0.00000 | 0.00000 | ||
2 | 2022.06.10 04:00 | modify | 1 | 0.10 | 1.58660 | 1.59960 | 1.57460 | ||
3 | 2022.06.10 13:56 | sell | 2 | 0.10 | 1.58059 | 0.00000 | 0.00000 | ||
4 | 2022.06.10 13:56 | modify | 2 | 0.10 | 1.58059 | 1.58480 | 1.57460 | ||
5 | 2022.06.10 13:56 | modify | 1 | 0.10 | 1.58660 | 1.58480 | 1.57460 | ||
6 | 2022.06.10 14:35 | sell | 3 | 0.10 | 1.57939 | 0.00000 | 0.00000 | ||
7 | 2022.06.10 14:35 | modify | 3 | 0.10 | 1.57939 | 1.58180 | 1.57460 | ||
8 | 2022.06.10 14:35 | modify | 2 | 0.10 | 1.58059 | 1.58180 | 1.57460 | ||
9 | 2022.06.10 14:35 | modify | 1 | 0.10 | 1.58660 | 1.58180 | 1.57460 | ||
10 | 2022.06.10 14:39 | sell | 4 | 0.10 | 1.57816 | 0.00000 | 0.00000 | ||
11 | 2022.06.10 14:39 | modify | 4 | 0.10 | 1.57816 | 1.58000 | 1.57460 | ||
12 | 2022.06.10 14:39 | modify | 3 | 0.10 | 1.57939 | 1.58000 | 1.57460 | ||
13 | 2022.06.10 14:39 | modify | 2 | 0.10 | 1.58059 | 1.58000 | 1.57460 | ||
14 | 2022.06.10 14:39 | modify | 1 | 0.10 | 1.58660 | 1.58000 | 1.57460 | ||
15 | 2022.06.10 14:52 | s/l | 1 | 0.10 | 1.58000 | 1.58000 | 1.57460 | 49.45 | 10049.45 |
16 | 2022.06.10 14:52 | s/l | 2 | 0.10 | 1.58000 | 1.58000 | 1.57460 | 4.42 | 10053.87 |
17 | 2022.06.10 14:52 | s/l | 3 | 0.10 | 1.58000 | 1.58000 | 1.57460 | -4.57 | 10049.30 |
18 | 2022.06.10 14:52 | s/l | 4 | 0.10 | 1.58000 | 1.58000 | 1.57460 | -13.79 | 10035.51 |
19 | 2022.08.12 16:00 | buy | 5 | 0.10 | 1.55118 | 0.00000 | 0.00000 | ||
20 | 2022.08.12 16:00 | modify | 5 | 0.10 | 1.55118 | 1.53818 | 1.56318 | ||
21 | 2022.08.15 09:47 | buy | 6 | 0.10 | 1.55719 | 0.00000 | 0.00000 | ||
22 | 2022.08.15 09:47 | modify | 6 | 0.10 | 1.55719 | 1.55298 | 1.56318 | ||
23 | 2022.08.15 09:47 | modify | 5 | 0.10 | 1.55118 | 1.55298 | 1.56318 | ||
24 | 2022.08.15 10:48 | buy | 7 | 0.10 | 1.55839 | 0.00000 | 0.00000 | ||
25 | 2022.08.15 10:48 | modify | 7 | 0.10 | 1.55839 | 1.55598 | 1.56318 | ||
26 | 2022.08.15 10:48 | modify | 6 | 0.10 | 1.55719 | 1.55598 | 1.56318 | ||
27 | 2022.08.15 10:48 | modify | 5 | 0.10 | 1.55118 | 1.55598 | 1.56318 | ||
28 | 2022.08.15 10:59 | buy | 8 | 0.10 | 1.55959 | 0.00000 | 0.00000 | ||
29 | 2022.08.15 10:59 | modify | 8 | 0.10 | 1.55959 | 1.55778 | 1.56318 | ||
30 | 2022.08.15 10:59 | modify | 7 | 0.10 | 1.55839 | 1.55778 | 1.56318 | ||
31 | 2022.08.15 10:59 | modify | 6 | 0.10 | 1.55719 | 1.55778 | 1.56318 | ||
32 | 2022.08.15 10:59 | modify | 5 | 0.10 | 1.55118 | 1.55778 | 1.56318 | ||
33 | 2022.08.15 12:30 | t/p | 5 | 0.10 | 1.56318 | 1.55778 | 1.56318 | 89.59 | 10125.10 |
34 | 2022.08.15 12:30 | t/p | 6 | 0.10 | 1.56318 | 1.55778 | 1.56318 | 44.93 | 10170.03 |
35 | 2022.08.15 12:30 | t/p | 7 | 0.10 | 1.56318 | 1.55778 | 1.56318 | 35.93 | 10205.96 |
36 | 2022.08.15 12:30 | t/p | 8 | 0.10 | 1.56318 | 1.55778 | 1.56318 | 26.93 | 10232.89 |
37 | 2022.09.05 04:00 | buy | 9 | 0.10 | 1.50904 | 0.00000 | 0.00000 | ||
38 | 2022.09.05 04:00 | modify | 9 | 0.10 | 1.50904 | 1.49604 | 1.52104 | ||
39 | 2022.09.05 22:08 | buy | 10 | 0.10 | 1.51504 | 0.00000 | 0.00000 | ||
40 | 2022.09.05 22:08 | modify | 10 | 0.10 | 1.51504 | 1.51084 | 1.52104 | ||
41 | 2022.09.05 22:08 | modify | 9 | 0.10 | 1.50904 | 1.51084 | 1.52104 | ||
42 | 2022.09.05 22:09 | buy | 11 | 0.10 | 1.51626 | 0.00000 | 0.00000 | ||
43 | 2022.09.05 22:09 | modify | 11 | 0.10 | 1.51626 | 1.51384 | 1.52104 | ||
44 | 2022.09.05 22:09 | modify | 10 | 0.10 | 1.51504 | 1.51384 | 1.52104 | ||
45 | 2022.09.05 22:09 | modify | 9 | 0.10 | 1.50904 | 1.51384 | 1.52104 | ||
46 | 2022.09.05 22:13 | buy | 12 | 0.10 | 1.51744 | 0.00000 | 0.00000 | ||
47 | 2022.09.05 22:13 | modify | 12 | 0.10 | 1.51744 | 1.51564 | 1.52104 | ||
48 | 2022.09.05 22:13 | modify | 11 | 0.10 | 1.51626 | 1.51564 | 1.52104 | ||
49 | 2022.09.05 22:13 | modify | 10 | 0.10 | 1.51504 | 1.51564 | 1.52104 | ||
50 | 2022.09.05 22:13 | modify | 9 | 0.10 | 1.50904 | 1.51564 | 1.52104 | ||
51 | 2022.09.06 06:54 | t/p | 9 | 0.10 | 1.52104 | 1.51564 | 1.52104 | 89.59 | 10322.49 |
52 | 2022.09.06 06:54 | t/p | 10 | 0.10 | 1.52104 | 1.51564 | 1.52104 | 44.58 | 10367.07 |
53 | 2022.09.06 06:54 | t/p | 11 | 0.10 | 1.52104 | 1.51564 | 1.52104 | 35.43 | 10402.50 |
54 | 2022.09.06 06:54 | t/p | 12 | 0.10 | 1.52104 | 1.51564 | 1.52104 | 26.58 | 10429.08 |
55 | 2023.02.03 04:00 | buy | 13 | 0.10 | 1.62823 | 0.00000 | 0.00000 | ||
56 | 2023.02.03 04:00 | modify | 13 | 0.10 | 1.62823 | 1.61523 | 1.64023 | ||
57 | 2023.02.03 09:47 | buy | 14 | 0.10 | 1.63424 | 0.00000 | 0.00000 | ||
58 | 2023.02.03 09:47 | modify | 14 | 0.10 | 1.63424 | 1.63003 | 1.64023 | ||
59 | 2023.02.03 09:47 | modify | 13 | 0.10 | 1.62823 | 1.63003 | 1.64023 | ||
60 | 2023.02.03 10:31 | buy | 15 | 0.10 | 1.63544 | 0.00000 | 0.00000 | ||
61 | 2023.02.03 10:31 | modify | 15 | 0.10 | 1.63544 | 1.63303 | 1.64023 | ||
62 | 2023.02.03 10:31 | modify | 14 | 0.10 | 1.63424 | 1.63303 | 1.64023 | ||
63 | 2023.02.03 10:31 | modify | 13 | 0.10 | 1.62823 | 1.63303 | 1.64023 | ||
64 | 2023.02.03 10:47 | buy | 16 | 0.10 | 1.63663 | 0.00000 | 0.00000 | ||
65 | 2023.02.03 10:47 | modify | 16 | 0.10 | 1.63663 | 1.63483 | 1.64023 | ||
66 | 2023.02.03 10:47 | modify | 15 | 0.10 | 1.63544 | 1.63483 | 1.64023 | ||
67 | 2023.02.03 10:47 | modify | 14 | 0.10 | 1.63424 | 1.63483 | 1.64023 | ||
68 | 2023.02.03 10:47 | modify | 13 | 0.10 | 1.62823 | 1.63483 | 1.64023 | ||
69 | 2023.02.03 11:07 | s/l | 13 | 0.10 | 1.63483 | 1.63483 | 1.64023 | 49.51 | 10478.59 |
70 | 2023.02.03 11:07 | s/l | 14 | 0.10 | 1.63483 | 1.63483 | 1.64023 | 4.43 | 10483.02 |
71 | 2023.02.03 11:07 | s/l | 15 | 0.10 | 1.63483 | 1.63483 | 1.64023 | -4.58 | 10478.44 |
72 | 2023.02.03 11:07 | s/l | 16 | 0.10 | 1.63483 | 1.63483 | 1.64023 | -13.50 | 10464.94 |
73 | 2023.02.22 08:00 | sell | 17 | 0.10 | 1.64013 | 0.00000 | 0.00000 | ||
74 | 2023.02.22 08:00 | modify | 17 | 0.10 | 1.64013 | 1.65313 | 1.62813 | ||
75 | 2023.02.22 15:57 | sell | 18 | 0.10 | 1.63413 | 0.00000 | 0.00000 | ||
76 | 2023.02.22 15:57 | modify | 18 | 0.10 | 1.63413 | 1.63833 | 1.62813 | ||
77 | 2023.02.22 15:57 | modify | 17 | 0.10 | 1.64013 | 1.63833 | 1.62813 | ||
78 | 2023.02.22 17:02 | sell | 19 | 0.10 | 1.63292 | 0.00000 | 0.00000 | ||
79 | 2023.02.22 17:02 | modify | 19 | 0.10 | 1.63292 | 1.63533 | 1.62813 | ||
80 | 2023.02.22 17:02 | modify | 18 | 0.10 | 1.63413 | 1.63533 | 1.62813 | ||
81 | 2023.02.22 17:02 | modify | 17 | 0.10 | 1.64013 | 1.63533 | 1.62813 | ||
82 | 2023.02.22 21:56 | sell | 20 | 0.10 | 1.63172 | 0.00000 | 0.00000 | ||
83 | 2023.02.22 21:56 | modify | 20 | 0.10 | 1.63172 | 1.63353 | 1.62813 | ||
84 | 2023.02.22 21:56 | modify | 19 | 0.10 | 1.63292 | 1.63353 | 1.62813 | ||
85 | 2023.02.22 21:56 | modify | 18 | 0.10 | 1.63413 | 1.63353 | 1.62813 | ||
86 | 2023.02.22 21:56 | modify | 17 | 0.10 | 1.64013 | 1.63353 | 1.62813 | ||
87 | 2023.02.23 09:20 | t/p | 17 | 0.10 | 1.62813 | 1.63353 | 1.62813 | 90.18 | 10555.12 |
88 | 2023.02.23 09:20 | t/p | 18 | 0.10 | 1.62813 | 1.63353 | 1.62813 | 45.23 | 10600.35 |
89 | 2023.02.23 09:20 | t/p | 19 | 0.10 | 1.62813 | 1.63353 | 1.62813 | 36.16 | 10636.52 |
90 | 2023.02.23 09:20 | t/p | 20 | 0.10 | 1.62813 | 1.63353 | 1.62813 | 27.17 | 10663.69 |
91 | 2023.04.03 04:00 | buy | 21 | 0.10 | 1.66029 | 0.00000 | 0.00000 | ||
92 | 2023.04.03 04:00 | modify | 21 | 0.10 | 1.66029 | 1.64729 | 1.67229 | ||
93 | 2023.04.03 10:05 | buy | 22 | 0.10 | 1.66629 | 0.00000 | 0.00000 | ||
94 | 2023.04.03 10:05 | modify | 22 | 0.10 | 1.66629 | 1.66209 | 1.67229 | ||
95 | 2023.04.03 10:05 | modify | 21 | 0.10 | 1.66029 | 1.66209 | 1.67229 | ||
96 | 2023.04.03 12:13 | buy | 23 | 0.10 | 1.66751 | 0.00000 | 0.00000 | ||
97 | 2023.04.03 12:13 | modify | 23 | 0.10 | 1.66751 | 1.66509 | 1.67229 | ||
98 | 2023.04.03 12:13 | modify | 22 | 0.10 | 1.66629 | 1.66509 | 1.67229 | ||
99 | 2023.04.03 12:13 | modify | 21 | 0.10 | 1.66029 | 1.66509 | 1.67229 | ||
100 | 2023.04.03 12:19 | buy | 24 | 0.10 | 1.66874 | 0.00000 | 0.00000 | ||
101 | 2023.04.03 12:19 | modify | 24 | 0.10 | 1.66874 | 1.66689 | 1.67229 | ||
102 | 2023.04.03 12:19 | modify | 23 | 0.10 | 1.66751 | 1.66689 | 1.67229 | ||
103 | 2023.04.03 12:19 | modify | 22 | 0.10 | 1.66629 | 1.66689 | 1.67229 | ||
104 | 2023.04.03 12:19 | modify | 21 | 0.10 | 1.66029 | 1.66689 | 1.67229 | ||
105 | 2023.04.03 13:17 | s/l | 21 | 0.10 | 1.66689 | 1.66689 | 1.67229 | 49.51 | 10713.20 |
106 | 2023.04.03 13:17 | s/l | 22 | 0.10 | 1.66689 | 1.66689 | 1.67229 | 4.50 | 10717.70 |
107 | 2023.04.03 13:17 | s/l | 23 | 0.10 | 1.66689 | 1.66689 | 1.67229 | -4.65 | 10713.05 |
108 | 2023.04.03 13:17 | s/l | 24 | 0.10 | 1.66689 | 1.66689 | 1.67229 | -13.88 | 10699.17 |
109 | 2023.04.26 16:00 | sell | 25 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
110 | 2023.04.26 16:00 | modify | 25 | 0.10 | 1.69805 | 1.71105 | 1.68605 | ||
111 | 2023.05.01 15:40 | sell | 26 | 0.10 | 1.69197 | 0.00000 | 0.00000 | ||
112 | 2023.05.01 15:40 | modify | 26 | 0.10 | 1.69197 | 1.69625 | 1.68605 | ||
113 | 2023.05.01 15:40 | modify | 25 | 0.10 | 1.69805 | 1.69625 | 1.68605 | ||
114 | 2023.05.01 16:21 | sell | 27 | 0.10 | 1.69083 | 0.00000 | 0.00000 | ||
115 | 2023.05.01 16:21 | modify | 27 | 0.10 | 1.69083 | 1.69325 | 1.68605 | ||
116 | 2023.05.01 16:21 | modify | 26 | 0.10 | 1.69197 | 1.69325 | 1.68605 | ||
117 | 2023.05.01 16:21 | modify | 25 | 0.10 | 1.69805 | 1.69325 | 1.68605 | ||
118 | 2023.05.02 00:09 | s/l | 25 | 0.10 | 1.69325 | 1.69325 | 1.68605 | 36.50 | 10735.67 |
119 | 2023.05.02 00:09 | s/l | 26 | 0.10 | 1.69325 | 1.69325 | 1.68605 | -9.50 | 10726.17 |
120 | 2023.05.02 00:09 | s/l | 27 | 0.10 | 1.69325 | 1.69325 | 1.68605 | -18.04 | 10708.13 |